A note on the Hájek-Rényi inequality for associated random variables

Soo Hak Sung

Statistics & Probability Letters, 2008, vol. 78, issue 7, 885-889

Abstract: A Hájek-Rényi type inequality for associated random variables was obtained by Prakasa Rao [Prakasa Rao, B.L.S, 2002, Hájek-Rényi-type inequality for associated sequences. Statist. Probab. Lett. 57, 139-143]. In this paper, we improve the inequality. Some applications are also given.

Date: 2008
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